Subspace Model Identification for Continuous-Time Systems

• Published in: IFAC Proceedings Volumes Vol. 30; no. 11; pp. 1567 - 1572
• Main Authors: Yang, Zi-Jiang, Sagara, Setsuo, Wada, Kiyoshi
• Format: Journal Article
• Language: English
• Published: 01.07.1997
• Subjects: continuous-time system; sampled data; Subspace model identification; ω—operator; Subspace model identification; sampled data; continuous-time system; ω—operator
• ISSN: 1474-6670
• DOI: 10.1016/S1474-6670(17)43065-5

Usually, the subspace-based state-space system identification algorithms are focused on discrete-time models, which may cause some numerical problems when the sampling interval is small. This paper proposes an algorithm of subspace-based state-space system identification for continuous-time systems from sampled input-output data. The ω — operator ω = (p - α)/(p + α) where p denotes a differential operator and α > 0, is introduced to avoid direct numerical differentiations. And the ω — operator state-space model identified by the 4SID method can be transformed back to the common continuous-time state-space model. The numerical superiority of the ω — operator approach compared to some other methods is verified through simulation study.